NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 81.90 82.51 0.61 0.7% 79.99
High 82.79 82.68 -0.11 -0.1% 83.91
Low 81.78 80.25 -1.53 -1.9% 79.87
Close 82.56 81.31 -1.25 -1.5% 81.77
Range 1.01 2.43 1.42 140.6% 4.04
ATR 1.94 1.98 0.03 1.8% 0.00
Volume 62,248 60,364 -1,884 -3.0% 169,611
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.70 87.44 82.65
R3 86.27 85.01 81.98
R2 83.84 83.84 81.76
R1 82.58 82.58 81.53 82.00
PP 81.41 81.41 81.41 81.12
S1 80.15 80.15 81.09 79.57
S2 78.98 78.98 80.86
S3 76.55 77.72 80.64
S4 74.12 75.29 79.97
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 93.97 91.91 83.99
R3 89.93 87.87 82.88
R2 85.89 85.89 82.51
R1 83.83 83.83 82.14 84.86
PP 81.85 81.85 81.85 82.37
S1 79.79 79.79 81.40 80.82
S2 77.81 77.81 81.03
S3 73.77 75.75 80.66
S4 69.73 71.71 79.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.91 80.25 3.66 4.5% 1.68 2.1% 29% False True 46,281
10 83.91 76.98 6.93 8.5% 1.89 2.3% 62% False False 39,122
20 83.91 76.57 7.34 9.0% 1.93 2.4% 65% False False 28,622
40 83.91 72.71 11.20 13.8% 1.98 2.4% 77% False False 20,805
60 83.91 70.96 12.95 15.9% 2.12 2.6% 80% False False 18,165
80 93.14 70.96 22.18 27.3% 2.06 2.5% 47% False False 16,700
100 93.14 70.96 22.18 27.3% 1.89 2.3% 47% False False 14,881
120 93.14 70.96 22.18 27.3% 1.75 2.2% 47% False False 13,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.01
2.618 89.04
1.618 86.61
1.000 85.11
0.618 84.18
HIGH 82.68
0.618 81.75
0.500 81.47
0.382 81.18
LOW 80.25
0.618 78.75
1.000 77.82
1.618 76.32
2.618 73.89
4.250 69.92
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 81.47 82.02
PP 81.41 81.78
S1 81.36 81.55

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These figures are updated between 7pm and 10pm EST after a trading day.

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